Article ID: | iaor20171768 |
Volume: | 173 |
Issue: | 3 |
Start Page Number: | 770 |
End Page Number: | 792 |
Publication Date: | Jun 2017 |
Journal: | Journal of Optimization Theory and Applications |
Authors: | Strekalovsky Alexander |
Keywords: | heuristics |
In this paper, we address the nonconvex optimization problem, with the goal function and the inequality constraints given by the functions represented by the difference of convex functions. The effectiveness of the classical Lagrange function and the max‐merit function is being investigated as the merit functions of the original problem. In addition to the classical apparatus of optimization theory, we apply the new global optimality conditions for the auxiliary problems related to the Lagrange and max‐merit functions.